Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50748.15 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45197.23 Kr¶

PnL: ---------------------------------------> -380.36 Kr¶

DD now: ---------------------------------> -4.466 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:57:52.470747'

Anic Portfolio¶

Today¶

Return: -0.006 %¶

This Week¶

Return: -0.006 %¶

Total portfolio value¶

Return including deposits: 66.136 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexatronic Group 15 3.970000 1092.600000 24.900000 2.330000 1067.700000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Orrön Energy 170 -2.420000 2056.150000 15.300000 0.750000 2040.850000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.840000 894.800000 11.600000 1.310000 883.200000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Vitec Software Group B 2 -1.330000 1111.000000 10.000000 0.910000 1101.000000
BHG Group 109 -4.870000 1426.810000 7.630000 0.540000 1419.180000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Atrium Ljungberg B 5 -0.170000 907.000000 5.500000 0.610000 901.500000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
Addnode Group B 7 -2.040000 907.200000 4.200000 0.470000 903.000000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
ASSA ABLOY B 4 -1.190000 993.600000 2.800000 0.280000 990.800000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
Latour B 4 -2.820000 856.000000 2.000000 0.230000 854.000000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Biotage 1 -6.400000 147.700000 0.200000 0.140000 147.500000
SKF B 5 -1.490000 976.750000 -1.250000 -0.130000 978.000000
Hennes & Mauritz B 6 -1.320000 908.160000 -1.800000 -0.200000 909.960000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
Byggmax Group 33 -1.890000 961.620000 -3.300000 -0.340000 964.920000
OX2 12 -3.460000 903.000000 -3.600000 -0.400000 906.600000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Catena 2 -0.550000 797.600000 -6.000000 -0.750000 803.600000
EQT 4 -2.570000 862.800000 -8.000000 -0.920000 870.800000
Hoist Finance 36 0.000000 999.000000 -9.000000 -0.890000 1008.000000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Gränges 10 3.120000 1026.000000 -10.000000 -0.970000 1036.000000
Investor B 3 -1.530000 644.700000 -13.300000 -2.020000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.810000 1850.220000 -47.280000 -2.490000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -2.820000 2626.320000 -357.260000 -11.970000 2983.577733
TOTAL 45197.230000 -380.360000 -4.46571% 45577.591729

Updated:¶

'2023-06-19 12:58:09.401852'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶